+289.4%
HPE vs SPXL
+221.9%
+67.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.4% | +10.0% | +11.1% |
| 7D | +19.4% | -2.5% | +21.9% | +21.2% |
| 30D | +5.6% | -4.2% | +9.8% | +8.3% |
| 3M | +33.1% | +8.1% | +25.0% | +27.4% |
| 6M | +192.5% | +35.6% | +156.8% | +148.2% |
| YTD | +160.9% | +28.8% | +132.1% | +127.4% |
| 1Y | +155.0% | +39.8% | +115.1% | +112.5% |
| 3Y | +289.4% | +221.4% | +68.0% | +113.5% |
| All | +289.4% | +221.9% | +67.5% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling